+52.1%
CPRT vs TXG
+22.9%
+29.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -8.4% | +5.0% | -13.4% | -9.2% |
| 30D | +4.6% | +13.5% | -8.9% | +2.4% |
| 3M | -1.9% | +128.0% | -130.0% | -14.8% |
| 6M | -15.3% | +224.4% | -239.8% | -31.3% |
| YTD | -21.5% | +307.0% | -328.4% | -38.9% |
| 1Y | -36.6% | +427.2% | -463.9% | -53.4% |
| 3Y | -31.2% | +40.2% | -71.4% | -40.1% |
| 5Y | -14.1% | -64.0% | +49.9% | -11.5% |
| All | +52.1% | +22.9% | +29.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling